PREVIEW / futures_5min / 2020-09-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-17.parquet
  size:    312 KB
  rows:    18,022

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-09-17 00:00:00	ES	Futures	3747.1	3748.78	3746.54	3746.54	982.0
2020-09-17 00:05:00	ES	Futures	3746.54	3747.38	3744.58	3745.14	1099.0
2020-09-17 00:10:00	ES	Futures	3745.14	3745.42	3742.06	3743.18	1350.0
2020-09-17 00:15:00	ES	Futures	3743.18	3744.58	3742.06	3742.62	634.0
2020-09-17 00:20:00	ES	Futures	3742.9	3744.3	3741.22	3743.18	1070.0
2020-09-17 00:25:00	ES	Futures	3743.18	3745.14	3743.18	3744.86	658.0
2020-09-17 00:30:00	ES	Futures	3744.86	3747.1	3744.86	3746.82	680.0
2020-09-17 00:35:00	ES	Futures	3747.1	3747.1	3743.46	3744.3	525.0
2020-09-17 00:40:00	ES	Futures	3744.3	3745.14	3743.46	3744.02	305.0
2020-09-17 00:45:00	ES	Futures	3744.02	3747.1	3744.02	3747.1	518.0
2020-09-17 00:50:00	ES	Futures	3746.82	3747.1	3742.9	3742.9	514.0
2020-09-17 00:55:00	ES	Futures	3743.18	3743.18	3740.94	3741.22	902.0
2020-09-17 01:00:00	ES	Futures	3741.5	3745.14	3740.1	3744.86	1243.0
2020-09-17 01:05:00	ES	Futures	3745.14	3747.66	3744.02	3745.7	916.0
2020-09-17 01:10:00	ES	Futures	3745.7	3749.34	3745.14	3748.78	1201.0
2020-09-17 01:15:00	ES	Futures	3748.78	3749.34	3747.66	3748.22	532.0
2020-09-17 01:20:00	ES	Futures	3748.22	3748.78	3746.82	3748.22	473.0
2020-09-17 01:25:00	ES	Futures	3748.22	3750.75	3748.22	3750.19	864.0
2020-09-17 01:30:00	ES	Futures	3750.47	3751.31	3747.66	3749.06	1005.0
2020-09-17 01:35:00	ES	Futures	3749.06	3749.63	3747.38	3747.94	567.0
2020-09-17 01:40:00	ES	Futures	3748.22	3749.91	3748.22	3748.78	474.0
2020-09-17 01:45:00	ES	Futures	3749.06	3749.06	3746.82	3748.5	510.0
2020-09-17 01:50:00	ES	Futures	3748.5	3749.63	3747.1	3747.38	487.0
2020-09-17 01:55:00	ES	Futures	3747.38	3747.66	3745.42	3745.98	1035.0
2020-09-17 02:00:00	ES	Futures	3745.98	3747.1	3740.38	3740.94	2911.0
2020-09-17 02:05:00	ES	Futures	3740.66	3740.66	3731.42	3731.7	5427.0
2020-09-17 02:10:00	ES	Futures	3731.7	3733.1	3729.46	3730.02	3437.0
2020-09-17 02:15:00	ES	Futures	3730.02	3730.02	3718.25	3722.74	9053.0
2020-09-17 02:20:00	ES	Futures	3722.74	3722.74	3717.41	3719.94	4330.0
2020-09-17 02:25:00	ES	Futures	3719.65	3719.65	3714.33	3714.33	3956.0
2020-09-17 02:30:00	ES	Futures	3714.33	3716.85	3710.13	3716.29	5071.0
2020-09-17 02:35:00	ES	Futures	3716.29	3716.85	3709.85	3710.69	4270.0
2020-09-17 02:40:00	ES	Futures	3710.69	3715.17	3708.73	3714.89	3757.0
2020-09-17 02:45:00	ES	Futures	3714.61	3723.02	3713.49	3722.74	3834.0
2020-09-17 02:50:00	ES	Futures	3722.74	3723.86	3721.06	3721.9	1762.0
2020-09-17 02:55:00	ES	Futures	3721.9	3725.54	3721.62	3725.54	1851.0
2020-09-17 03:00:00	ES	Futures	3725.26	3726.38	3721.62	3723.3	5109.0
2020-09-17 03:05:00	ES	Futures	3723.3	3731.42	3718.81	3729.18	7056.0
2020-09-17 03:10:00	ES	Futures	3728.9	3732.82	3725.82	3729.18	4631.0
2020-09-17 03:15:00	ES	Futures	3729.18	3733.1	3727.22	3730.86	5372.0
2020-09-17 03:20:00	ES	Futures	3730.86	3731.7	3727.5	3729.74	3500.0
2020-09-17 03:25:00	ES	Futures	3730.02	3734.22	3726.94	3733.38	3170.0
2020-09-17 03:30:00	ES	Futures	3733.1	3738.42	3733.1	3738.14	4239.0
2020-09-17 03:35:00	ES	Futures	3738.42	3739.54	3736.18	3737.3	2656.0
2020-09-17 03:40:00	ES	Futures	3737.3	3737.3	3732.54	3733.1	2938.0
2020-09-17 03:45:00	ES	Futures	3732.82	3734.22	3729.46	3730.02	3293.0
2020-09-17 03:50:00	ES	Futures	3730.02	3735.34	3728.9	3734.22	2501.0
2020-09-17 03:55:00	ES	Futures	3734.22	3737.3	3733.1	3733.1	2559.0
2020-09-17 04:00:00	ES	Futures	3733.1	3737.58	3733.1	3735.34	2911.0
2020-09-17 04:05:00	ES	Futures	3735.62	3739.82	3735.06	3738.98	2422.0

> showing 50 of 18,022 rows — these rows as CSV

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